Everything about Mega Man 6 had more polish to it. Though some aspects seemed a bit rushed, but it was a fitting way to end the NES era. That being said, Wind Man's stage was much more in-depth and detailed, and the music was in better quality (though not necessarily as memorable). Then again, had Mega Man 2 been released in 1993, we probably would've seen similar improvements.
Though just looking at the bosses, they both have air as a theme. That's it. Designs are slightly similar, but battle patterns are very different. Air Man takes a more passive approach, letting his tornadoes do all the work. Though he was easier to defeat, my favorite is Wind Man (with Air Man as a close second for favorite air-themed boss).